Systematic Trader Index For February 2003 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Feb 2003 Min Inv Inception 77 Kinkopf Capital Management KCM S&P (Proprietary) -9.71 100k 1/1/1999 76 Witter & Lester, Inc. Stock Index Futures Trading Program -4.03 400k 1/1/1988 75 Alder Capital DAC Alder Global 20 -2.48 250k 2/1/2001 74 RAM Management Group MRTP Aggressive -2.15 1,000k 2/1/1998 73 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.42 10,000k 1/1/2001 72 Mondiale Asset Management Mondiale Trading Program -1.37 0k 9/1/1997 71 Alder Capital DAC Alder Global 10 -1.37 250k 10/1/2000 70 Trigon Investment Advisors, LLC Foreign Exchange Program -0.26 5,000k 8/1/2000 69 Northfield Trading Diversified -0.20 2,000k 7/1/1989 68 RAM Management Group RAM MRTP 1X-Conservative -0.13 1,000k 9/1/1993 67 Dreiss Research Corporation Diversified Program -0.06 1,000k 5/1/1991 66 Covenant Capital Management Original Program 0.38 5,000k 9/1/1999 65 Mobius Asset Management Custom Trading Program 0.50 100k 1/1/2002 64 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.83 1,000k 3/1/1998 63 Witter & Lester, Inc. Redstone 1.09 500k 9/1/1994 62 Southwest Managed Investments, LLC Global Diversified 1.35 200k 1/1/2002 61 FORT LP Fort Global Contrarian 1.35 2,000k 10/1/2002 60 Conquest Capital Group Conquest Macro 1.42 250k 5/1/1999 59 Crabel Capital Management Crabel Multi-Product 1.66 1,000k 3/1/1998 58 Rivoli Fund Management Rivoli International Fund (E) 2.11 5,000k 10/1/1996 57 Hyman Beck and Company Global Portfolio 2.19 1,000k 3/1/1991 56 Saxon Investment Corporation Diversified Program 2.41 3,000k 9/1/1988 55 John Locke Investments Cyril Systematic Program 2.69 8,000k 7/1/2000 54 Transtrend B.V. DTP – Standard Risk (EUR) 2.75 10,000k 2/1/1999 53 Briarwood Capital Management, Inc. Diversified Trading Program 2.77 3,000k 7/1/2001 52 Rotella Capital Management Rotella Polaris Program (Diversified) 3.31 10,000k 1/1/1991 51 Chesapeake Capital Diversified (LV) 3.61 100k 2/1/1988 50 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 3.83 1,000k 9/1/1997 49 Saxon Investment Corporation Aggressive Diversified Program 3.87 2,000k 11/1/1993 48 MERIT Alternative Investments GmbH Futures Portfolio 3.88 2,000k 6/1/1998 47 IKOS The IKOS Hedge Fund 3.88 10,000k 7/1/1998 46 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.98 10,000k 8/1/1999 45 Lynx Asset Management AB Lynx Program 3.99 75k 5/1/2000 44 Transtrend B.V. DTP – Enhanced Risk (USD) 4.03 10,000k 1/1/1995 43 M.S. Capital Management Global Diversified Program 4.11 2,000k 11/1/1998 42 Estlander & Partners Global Markets 4.13 10,000k 8/1/1999 41 Mark J. Walsh Company Standard Program 4.35 2,000k 9/1/1985 40 QCM Global Diversified Programme 4.44 500k 12/1/1995 39 Spectrum Asset Management LLC Global Diversified 4.56 2,000k 1/1/2001 38 Alee Capital Management, LLC Mistral Program 4.68 2,500k 1/1/1999 37 Eclipse Capital Management Global Monetary 5.16 5,000k 8/1/1990 36 Rabar Market Research Diversified Program 5.21 2,000k 1/1/1989 35 Estlander & Partners Alpha Trend 5.21 30,000k 10/1/1991 34 Hawksbill Capital Management Global Diversified 5.48 5,000k 11/1/1988 33 Rivoli Fund Management Rivoli International Fund (V9) 5.49 5,000k 1/1/2002 32 ISAM ISAM Systematic Trend Fund 5.56 1,000k 6/1/2001 31 Clarke Capital Management Worldwide 6.21 250k 1/1/1996 30 Parizek Capital Futures Trading Program 6.22 500k 4/1/2000 29 Millburn Ridgefield Corporation Diversified Program 6.35 20,000k 2/1/1977 28 Drury Capital Diversified Trend-Following Program 6.94 5,000k 5/1/1997 27 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.22 100k 5/1/1999 26 Eckhardt Trading Company Evolution Strategies 7.26 20,000k 8/1/1991 25 Estlander & Partners Global XL 7.35 5,000k 8/1/1991 24 FORT LP Fort Global Diversified 7.54 2,000k 10/1/1993 23 Insch Capital Management SA Interbank Currency Program - 3X Leverage 8.05 100k 1/1/2000 22 Eckhardt Trading Company Evolution Strategies 1.2X 8.82 10,000k 10/1/1991 21 Tactical Investment Management Tactical Institutional Commodity Program 9.08 10,000k 4/1/1993 20 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 9.39 0k 11/1/1996 19 EMC Capital Advisors, LLC Classic 10.30 5,000k 1/1/1985 17 NuWave Investment Management, LLC NuWave Investment Partners LP 10.98 250k 6/1/2001 18 NuWave Investment Management, LLC Combined Futures Portfolio 10.98 5,000k 6/1/2001 16 Winton Capital Management Diversified 11.95 50,000k 10/1/1997 15 Superfund Group Superfund Green L.P. Series A 12.00 5k 10/1/2002 14 Superfund Group Superfund Green Q-AG 12.04 2k 3/1/1996 13 Alee Capital Management, LLC Poniente Program 12.46 2,500k 1/1/1999 12 Clarke Capital Management Global Magnum 12.52 100k 8/1/1997 11 DUNN Capital Management DUNN Combined Fund (DCF) 13.17 100k 5/1/1989 10 Abraham Trading Company Diversified Program 13.18 10,000k 1/1/1988 9 DUNN Capital Management World Monetary and Agriculture Program (WMA) 13.83 100k 11/1/1984 8 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 14.17 200k 11/1/1999 7 Superfund Group Superfund Green GCT USD 15.52 15k 1/1/2000 6 Clarke Capital Management Millennium 16.15 1,000k 1/1/1998 5 DUNN Capital Management D'Best Futures Fund, L.P. 16.62 100k 6/1/1994 4 Kelly Angle Inc. Genesis Program 16.71 2,000k 4/1/2000 3 Superfund Group Superfund Green L.P. Series B 17.07 5k 10/1/2002 2 Clarke Capital Management Global Basic 18.33 50k 2/1/1996 1 Superfund Group Superfund Green Master 20.27 2,000k 5/1/2001 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.